Bug fix: FixedFeatureAcquisitionFunction should not convert floats to float32 tensors

botorch/acquisition/fixed_feature.py

@@ -20,6 +20,35 @@
 from torch.nn import Module
 
 
+def get_dtype_of_sequence(values: Sequence[Union[Tensor, float]]) -> torch.dtype:
+    """
+    Return torch.float32 if everything is single-precision and torch.float64
+    otherwise.
+
+    Numbers (non-tensors) are double-precision.
+    """
+
+    def _is_single(value: Union[Tensor, float]) -> bool:
+        return isinstance(value, Tensor) and value.dtype == torch.float32
+
+    all_single_precision = all(_is_single(value) for value in values)
+    return torch.float32 if all_single_precision else torch.float64
+
+
+def get_device_of_sequence(values: Sequence[Union[Tensor, float]]) -> torch.dtype:
+    """
+    CPU if everything is on the CPU; Cuda otherwise.
+
+    Numbers (non-tensors) are considered to be on the CPU.
+    """
+
+    def _is_cuda(value: Union[Tensor, float]) -> bool:
+        return hasattr(value, "device") and value.device == torch.device("cuda")
+
+    any_cuda = any(_is_cuda(value) for value in values)
+    return torch.device("cuda") if any_cuda else torch.device("cpu")
+
+
 class FixedFeatureAcquisitionFunction(AcquisitionFunction):
     """A wrapper around AquisitionFunctions to fix a subset of features.
 
@@ -58,27 +87,25 @@ def __init__(
         """
         Module.__init__(self)
         self.acq_func = acq_function
-        dtype = torch.float
-        device = torch.device("cpu")
         self.d = d
+
         if isinstance(values, Tensor):
             new_values = values.detach().clone()
         else:
+
+            dtype = get_dtype_of_sequence(values)
+            device = get_device_of_sequence(values)
+
             new_values = []
             for value in values:
                 if isinstance(value, Number):
-                    new_values.append(torch.tensor([float(value)]))
+                    value = torch.tensor([value], dtype=dtype)
                 else:
-                    # if any value uses double, use double for all values
-                    # likewise if any value uses cuda, use cuda for all values
-                    dtype = value.dtype if value.dtype == torch.double else dtype
-                    device = value.device if value.device.type == "cuda" else device
                     if value.ndim == 0:  # since we can't broadcast with zero-d tensors
                         value = value.unsqueeze(0)
-                    new_values.append(value.detach().clone())
-            # move all values to same device
-            for i, val in enumerate(new_values):
-                new_values[i] = val.to(dtype=dtype, device=device)
+                    value = value.detach().clone()
+
+                new_values.append(value.to(dtype=dtype, device=device))
 
             # There are 3 cases for when `values` is a `Sequence`.
             # 1) `values` == list of floats as earlier.

test/acquisition/test_fixed_feature.py

@@ -6,14 +6,18 @@
 
 import torch
 from botorch.acquisition.analytic import ExpectedImprovement
-from botorch.acquisition.fixed_feature import FixedFeatureAcquisitionFunction
+from botorch.acquisition.fixed_feature import (
+    FixedFeatureAcquisitionFunction,
+    get_device_of_sequence,
+    get_dtype_of_sequence,
+)
 from botorch.acquisition.monte_carlo import qExpectedImprovement
 from botorch.models import SingleTaskGP
-from botorch.utils.testing import BotorchTestCase
+from botorch.utils.testing import BotorchTestCase, MockAcquisitionFunction
 
 
 class TestFixedFeatureAcquisitionFunction(BotorchTestCase):
-    def test_fixed_features(self):
+    def test_fixed_features(self) -> None:
         train_X = torch.rand(5, 3, device=self.device)
         train_Y = train_X.norm(dim=-1, keepdim=True)
         model = SingleTaskGP(train_X, train_Y).to(device=self.device).eval()
@@ -132,3 +136,63 @@ def test_fixed_features(self):
         )
         with self.assertRaises(ValueError):
             EI_ff.X_pending
+
+    def test_values_dtypes(self) -> None:
+        acqf = MockAcquisitionFunction()
+
+        for input, d, expected_dtype in [
+            (torch.tensor([0.0], dtype=torch.float32), 1, torch.float32),
+            (torch.tensor([0.0], dtype=torch.float64), 1, torch.float64),
+            (
+                [
+                    torch.tensor([0.0], dtype=torch.float32),
+                    torch.tensor([0.0], dtype=torch.float64),
+                ],
+                2,
+                torch.float64,
+            ),
+            ([0.0], 1, torch.float64),
+            ([torch.tensor(0.0, dtype=torch.float32), 0.0], 2, torch.float64),
+        ]:
+            with self.subTest(input=input, d=d, expected_dtype=expected_dtype):
+                self.assertEqual(get_dtype_of_sequence(input), expected_dtype)
+                ff = FixedFeatureAcquisitionFunction(
+                    acqf, d=d, columns=[2], values=input
+                )
+                self.assertEqual(ff.values.dtype, expected_dtype)
+
+    def test_values_devices(self) -> None:
+
+        acqf = MockAcquisitionFunction()
+        cpu = torch.device("cpu")
+        cuda = torch.device("cuda")
+
+        test_cases = [
+            (torch.tensor([0.0], device=cpu), 1, cpu),
+            ([0.0], 1, cpu),
+            ([0.0, torch.tensor([0.0], device=cpu)], 2, cpu),
+        ]
+
+        # Can only properly test this when running CUDA tests
+        if self.device == torch.cuda:
+            test_cases = test_cases + [
+                (torch.tensor([0.0], device=cuda), 1, cuda),
+                (
+                    [
+                        torch.tensor([0.0], dtype=cpu),
+                        torch.tensor([0.0], dtype=cuda),
+                    ],
+                    2,
+                    cuda,
+                ),
+                ([0.0], 1, cpu),
+                ([torch.tensor(0.0, dtype=cuda), 0.0], 2, cuda),
+            ]
+
+        for input, d, expected_device in test_cases:
+            with self.subTest(input=input, d=d, expected_device=expected_device):
+                self.assertEqual(get_device_of_sequence(input), expected_device)
+                ff = FixedFeatureAcquisitionFunction(
+                    acqf, d=d, columns=[2], values=input
+                )
+                self.assertEqual(ff.values.device, expected_device)

test/optim/test_optimize.py

@@ -1763,3 +1763,23 @@ def test_optimize_acqf_discrete_local_search(self):
             )
             self.assertEqual(len(X), 20)
             self.assertAllClose(torch.unique(X, dim=0), X)
+
+    def test_no_precision_loss_with_fixed_features(self) -> None:
+
+        acqf = SquaredAcquisitionFunction()
+
+        val = 1e-1
+        fixed_features_list = [{0: val}]
+
+        bounds = torch.stack(
+            [torch.zeros(2, dtype=torch.float64), torch.ones(2, dtype=torch.float64)]
+        )
+        candidate, _ = optimize_acqf_mixed(
+            acqf,
+            bounds=bounds,
+            q=1,
+            num_restarts=1,
+            raw_samples=1,
+            fixed_features_list=fixed_features_list,
+        )
+        self.assertEqual(candidate[0, 0].item(), val)